m-thesis-introduction/02_fourier_phase.ipynb

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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"\n",
"import numpy as np\n",
"import scipy.fft as ft\n",
"import matplotlib.pyplot as plt\n",
"import matplotlib.gridspec as gridspec\n",
"import matplotlib.ticker as tck\n",
"rng = np.random.default_rng()"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"# copied from 01_fourier 4988cf4f6e81b6b9510bf55a264011c37dc71872\n",
"def ft_spectrum( signal, sample_rate, fft=None, freq=None, mask_bias=False):\n",
" \"\"\"Return a FT of $signal$, with corresponding frequencies\"\"\"\n",
" n_samples = len(signal)\n",
" real_signal = np.isrealobj(signal)\n",
" \n",
" if fft is None:\n",
" if real_signal:\n",
" fft = ft.rfft\n",
" freq = ft.rfftfreq\n",
" else:\n",
" fft = ft.fft\n",
" freq = ft.fftfreq\n",
"\n",
" if freq is None:\n",
" freq = ft.fftfreq\n",
" \n",
" spectrum = fft(signal) / sample_rate\n",
" freqs = freq(n_samples, 1/sample_rate)\n",
" \n",
" if not mask_bias:\n",
" return spectrum, freqs\n",
" else:\n",
" return spectrum[1:], freqs[1:]\n",
"\n",
" \n",
"def plot_spectrum( ax, spectrum, freqs, plot_complex=False, plot_power=False, plot_amplitude=None):\n",
" \"\"\" Plot a signal's spectrum on an Axis object\"\"\"\n",
" plot_amplitude = plot_amplitude or (not plot_power and not plot_complex)\n",
" alpha = 1\n",
" \n",
" ax.set_title(\"Spectrum\")\n",
" ax.set_xlabel(\"f (Hz)\")\n",
" ylabel = \"\"\n",
" if plot_amplitude or plot_complex:\n",
" ylabel = \"Amplitude\"\n",
" if plot_power:\n",
" if ylabel:\n",
" ylabel += \"|\"\n",
" ylabel += \"Power\"\n",
" ax.set_ylabel(ylabel)\n",
"\n",
" if plot_complex:\n",
" alpha = 0.5\n",
" ax.plot(freqs, np.real(spectrum), '.-', label='Real', alpha=alpha)\n",
" ax.plot(freqs, np.imag(spectrum), '.-', label='Imag', alpha=alpha)\n",
"\n",
" if plot_power:\n",
" ax.plot(freqs, np.abs(spectrum)**2, '.-', label='Power', alpha=alpha)\n",
" \n",
" if plot_amplitude:\n",
" ax.plot(freqs, np.abs(spectrum), '.-', label='Abs', alpha=alpha)\n",
"\n",
" ax.legend()\n",
"\n",
" return ax\n",
"\n",
"\n",
"def plot_phase( ax, spectrum, freqs, ylim_epsilon=0.5):\n",
" ax.set_ylabel(\"Phase\")\n",
" ax.set_xlabel(\"f (Hz)\")\n",
"\n",
" ax.plot(freqs, np.angle(spectrum), '.-')\n",
" ax.set_ylim(-1*np.pi - ylim_epsilon, np.pi + ylim_epsilon)\n",
" \n",
" return ax\n",
"\n",
"\n",
"def plot_combined_spectrum(spectrum, freqs, \n",
" spectrum_kwargs={}, fig=None, gs=None):\n",
" \"\"\"Plot both the frequencies and phase in one figure.\"\"\"\n",
" \n",
" # configure plotting layout\n",
" if fig is None:\n",
" fig = plt.figure(figsize=(8, 16))\n",
"\n",
" if gs is None:\n",
" gs = gridspec.GridSpec(2, 1, figure=fig, height_ratios=[3,1], hspace=0)\n",
"\n",
" ax1 = fig.add_subplot(gs[:-1, -1])\n",
" ax2 = fig.add_subplot(gs[-1, -1], sharex=ax1)\n",
"\n",
" axes = np.array([ax1, ax2])\n",
" \n",
" # plot the spectrum \n",
" plot_spectrum(ax1, spectrum, freqs, **spectrum_kwargs)\n",
"\n",
" # plot the phase\n",
" plot_phase(ax2, spectrum, freqs)\n",
"\n",
" ax1.xaxis.tick_top()\n",
" [label.set_visible(False) for label in ax1.get_xticklabels()]\n",
" \n",
" return fig, axes"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
"def phase_modulo(phase):\n",
" \"\"\"\n",
" Modulo phase such that it falls within the interval [\\pi, \\pi)\n",
" \"\"\"\n",
"\n",
" return (phase + np.pi) % (2*np.pi) - np.pi"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Phase information in the Fourier Transform\n",
"\n",
"$$\n",
"u(t) = sin(2\\pi f t + \\varphi_t)\n",
"$$\n",
"\n",
"Define $f_\\mathrm{max}$ as the frequency with the highest power in the FT (it should be close to $f$).\n",
"Then $\\varphi_f$ is its associated phase."
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Required signal length is: 0.005s\n",
"Required number of samples: 50.0\n"
]
}
],
"source": [
"sample_rate = 1/1e-4 # Hz\n",
"f = 200 # Hz\n",
"required_N_samples = sample_rate/f\n",
"\n",
"signal_func = lambda phase: np.sin(phase)\n",
"\n",
"# set signal_func to exp(i*phi)\n",
"if False:\n",
" signal_func = lambda phase: np.exp(1j*phase)\n",
"\n",
"print(\"Required signal length is: {}s\".format(1/f))\n",
"print(\"Required number of samples: {}\".format(required_N_samples))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### $\\varphi_f$ vs $f_\\mathrm{max}$ for differing $\\Delta f$"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
"<Figure size 1152x576 with 4 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"# \\phi_f vs f_max for differing \\Delta f\n",
"N_delta_f = 200\n",
"\n",
"plot_submax = True\n",
"\n",
"\n",
"Ns_samples = required_N_samples//1 + np.arange(0, N_delta_f)\n",
"phi_f = np.empty(N_delta_f)\n",
"f_max = np.empty(N_delta_f)\n",
"\n",
"if plot_submax:\n",
" phi_f_sub = np.empty(N_delta_f)\n",
" f_submax = np.empty(N_delta_f)\n",
"\n",
"for i, N_sample in enumerate(Ns_samples):\n",
" time = np.arange(N_sample) / sample_rate\n",
" \n",
" fft, freqs = ft_spectrum(signal_func(2*np.pi*f*time), sample_rate)\n",
" \n",
" fft_power = np.abs(fft)**2\n",
" id_max = np.argmax(fft_power)\n",
" \n",
" phi_f[i] = np.angle(fft[id_max])\n",
" f_max[i] = freqs[id_max]\n",
" \n",
" if plot_submax:\n",
" fft_power[id_max] = 0\n",
" id_submax = np.argmax( fft_power )\n",
" \n",
" phi_f_sub[i] = np.angle(fft[id_submax])\n",
" f_submax[i] = freqs[id_submax]\n",
"\n",
"if plot_submax:\n",
" fig, ((ax1, ax2), (ax3, ax4)) = plt.subplots(2,2, figsize=(16,8), sharex=\"col\")\n",
" fig.suptitle(\"Maximum (and sub maximum) Power frequencies and their phase\")\n",
"else:\n",
" fig, (ax1, ax2) = plt.subplots(1,2, figsize=(16,4))\n",
" fig.suptitle(\"Maximum Power frequencies and their phase\")\n",
" \n",
" \n",
"# Maximum values\n",
"ax1.set_xlabel('$f_\\\\mathrm{max}$')\n",
"ax1.set_ylabel('$\\\\varphi_f$')\n",
"ax1.plot(f_max, phi_f, '--', alpha=0.1)\n",
"sc = ax1.scatter(f_max, phi_f, c=Ns_samples, cmap='Spectral')\n",
"ax1.axvline(f, color='r', alpha=0.5, label=\"Signal frequency\")\n",
"for hline in [0, -np.pi/2]:\n",
" ax1.axhline(hline, color='k', alpha=0.5)\n",
"\n",
"ax2.set_xlabel('$N_\\\\mathrm{samples}$')\n",
"ax2.set_ylabel('$f_\\\\mathrm{max}$')\n",
"ax2.scatter(Ns_samples, f_max, c=Ns_samples, cmap='Spectral')\n",
"ax2.axhline(f, color='r', alpha=0.5, label=\"Signal frequency\")\n",
"\n",
"# SubMaximum values\n",
"if plot_submax:\n",
" \n",
" # filter submax frequencies above twice the frequency\n",
" if True:\n",
" idx_submax = np.argwhere(np.abs(f_submax) < 2*f)\n",
" \n",
" f_submax = f_submax[idx_submax]\n",
" phi_f_sub = phi_f_sub[idx_submax]\n",
" \n",
" Ns_samples_submax = Ns_samples[idx_submax]\n",
" else:\n",
" Ns_samples_submax = Ns_samples\n",
" \n",
" \n",
" ax3.set_xlabel('$f_\\\\mathrm{submax}$')\n",
" ax3.set_ylabel('$\\\\varphi_{f\\_sub}$')\n",
" ax3.plot(f_submax, phi_f_sub, '--', alpha=0.1)\n",
" sc = ax3.scatter(f_submax, phi_f_sub, c=Ns_samples_submax, cmap='Spectral')\n",
" ax3.axvline(f, color='r', alpha=0.5, label=\"Signal frequency\")\n",
" for hline in [0, -np.pi/2]:\n",
" ax3.axhline(hline, color='k', alpha=0.5)\n",
"\n",
" ax4.set_xlabel('$N_\\\\mathrm{samples}$')\n",
" ax4.set_ylabel('$f_\\\\mathrm{submax}$')\n",
" ax4.scatter(Ns_samples_submax, f_submax, c=Ns_samples_submax, cmap='Spectral')\n",
" ax4.axhline(f, color='r', alpha=0.5, label=\"Signal frequency\")\n",
"\n",
"\n",
"\n",
"if False:\n",
" res = 50\n",
" ax1.set_xlim(f-res, f+res)\n",
" ax2.set_ylim(f-res, f+res)\n",
" if plot_submax:\n",
" ax4.set_ylim(f-res, f+res)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## $\\varphi_f$ vs $\\varphi_t$ and the effect of $f/f_\\mathrm{sample}$"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
"<Figure size 1152x288 with 1 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"sample_rate = 1/1e-4 # Hz\n",
"\n",
"phase_offsets = np.linspace(-np.pi, np.pi, 500, endpoint=True)# rad\n",
"\n",
"frequencies = sample_rate * np.array([0.5, 0.49, 0.45, 0.3, 0.28, 0.25, 0.05, 0.001])\n",
"\n",
"signal_func = lambda phase: np.sin(phase)\n",
"\n",
"\n",
"# Precreate figure and axis\n",
"fig, (ax1) = plt.subplots(1,1, figsize=(16,4))\n",
"\n",
"for f in frequencies[::-1]:\n",
" \n",
" required_N_samples = sample_rate/f\n",
"\n",
" phi_f = np.empty_like(phase_offsets)\n",
"\n",
" time = np.arange(required_N_samples) / sample_rate\n",
"\n",
" for i, offset in enumerate(phase_offsets):\n",
"\n",
" fft, freqs = ft_spectrum(signal_func(2*np.pi*f*time + offset), sample_rate) \n",
" id_max = np.argmax(np.abs(fft)**2)\n",
"\n",
" phi_f[i] = np.angle(fft[id_max])\n",
" \n",
" \n",
" ax1.plot(phase_offsets, phi_f, '.--', label=\"$f/f_\\\\mathrm{{sample}} = {}$\".format(f/sample_rate))\n",
"\n",
" if True:\n",
" id_phi_f_min = np.argmin(phi_f)\n",
" ylocation = (np.max(phi_f) + np.min(phi_f)) /2\n",
" ax1.text(phase_offsets[id_phi_f_min], ylocation, \"${:.2g}\\\\pi$\".format(phase_offsets[id_phi_f_min]/np.pi), horizontalalignment='center')\n",
"\n",
" \n",
"ax1.set_title(\"Frequencydomain phase of max-power frequency $\\\\varphi_f$ \\n vs Timedomain phase $\\\\varphi_t$ with varying $f / f_\\\\mathrm{{sample}}$\")\n",
"ax1.set_xlabel('$\\\\varphi_t$')\n",
"ax1.set_ylabel('$\\\\varphi_f$')\n",
"ax1.legend(loc='lower right')\n",
"\n",
"# grid lines\n",
"## vertical lines\n",
"vlines = [\n",
" (-np.pi, r'$-\\pi$'),\n",
" (-np.pi/np.sqrt(2), r'$\\frac{-\\pi}{\\sqrt{2}}$'),\n",
" (-np.pi/np.sqrt(3), r'$\\frac{-\\pi}{\\sqrt{3}}$'),\n",
" (-np.pi/2, r'$\\frac{-\\pi}{2}$'),\n",
" (np.pi, r'$\\pi$'),\n",
"]\n",
"\n",
"xtrans = ax1.get_xaxis_transform()\n",
"ax1.axhline(0, alpha=0.1, color='k')\n",
"for location, label in vlines:\n",
" ax1.axvline(location, alpha=0.1, color='k')\n",
" ax1.text(location, -0.06, label, transform=xtrans, horizontalalignment='center')\n",
"\n",
"## horizontal lines\n",
"hlines = [\n",
" (1, ''),\n",
" (-2, ''),\n",
" (-np.pi/2, r'$\\frac{-\\pi}{2}$'),\n",
" (np.pi/2, r'$\\frac{\\pi}{2}$'),\n",
"]\n",
"\n",
"ytrans = ax1.get_yaxis_transform()\n",
"ax1.axvline(0, alpha=0.1, color='k')\n",
"for location, label in hlines:\n",
" ax1.axhline(location, alpha=0.1, color='k')\n",
" ax1.text(-0.03, location, label, transform=ytrans, verticalalignment='center')\n",
" \n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"For $f_\\mathrm{sample} \\geq 3f$ the relationship between $\\varphi_t$ and $\\varphi_f$ is (almost) linear.\n",
"\n",
"From $f_\\mathrm{sample} \\geq 4f$ onwards, this relationship is stable with\n",
"\n",
"$$\n",
"\\varphi_f = \\varphi_t - \\frac{\\pi}{2} \\delta_\\mathrm{sin}\n",
",\n",
"$$\n",
"where $\\delta_\\mathrm{sin}$ is 1 if the signal was a sine, and 0 for a cosine."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# reconstruct phase from off-frequency ft\n",
"\n",
"Require atleast $f_\\mathrm{sample} \\geq 4 f$"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Required signal length is: 0.001s\n",
"Required number of samples: 10.0\n",
"Phase to be retrieved: -1.5707963267948966\n"
]
}
],
"source": [
"sample_rate = 1/1e-4 # Hz\n",
"f = 100 # Hz\n",
"required_N_samples = sample_rate/f\n",
"\n",
"phase_to_retrieve = phase_modulo(-np.pi/2)\n",
"signal_func = lambda phase: np.cos(phase + phase_to_retrieve)\n",
"\n",
"print(\"Required signal length is: {}s\".format(1/f))\n",
"print(\"Required number of samples: {}\".format(required_N_samples))\n",
"print(\"Phase to be retrieved: {}\".format(phase_to_retrieve))"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
"<Figure size 1152x288 with 3 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"N_deltas = np.arange(1, required_N_samples+1, 1) # set !={0, required_N_sample} for imperfect FT\n",
"\n",
"\n",
"# flags\n",
"unfold_phases = True\n",
"N_sub_max = 2 # how many peaks to get\n",
"enable_single_max = True\n",
"continue_on_single_max = True\n",
"keep_single_max_phase = True\n",
"\n",
"\n",
"\n",
"retrieved_phases = np.empty_like(N_deltas)\n",
"fig, axes = plt.subplots(1,2, figsize=(16,4))\n",
"\n",
"for i, N_delta in enumerate(N_deltas):\n",
" # require N_sub => 2\n",
" N_sub_max = max(2, N_sub_max)\n",
" idx_max = np.empty(N_sub_max, dtype=np.int)\n",
"\n",
" time = np.arange(required_N_samples+N_delta) / sample_rate\n",
" \n",
" f_delta = sample_rate/(required_N_samples+N_delta)\n",
"\n",
" fft, ft_freqs = ft_spectrum(signal_func(2*np.pi*f*time), sample_rate)\n",
" fft_power = np.abs(fft)**2\n",
" \n",
"\n",
" idx_single_max = None\n",
" for sub in range(len(idx_max)):\n",
" idx = np.argmax(fft_power)\n",
" idx_max[sub] = idx\n",
" tmp = fft_power[idx]\n",
" fft_power[idx] = 0 # mask current fft power\n",
" \n",
" if f_delta < np.abs(ft_freqs[idx] - f):\n",
" idx_single_max = idx\n",
" continue\n",
"\n",
" # No use to interpolate when the max-amplitude frequency\n",
" # is within the frequency resolution of f\n",
" if enable_single_max and idx_single_max is not None:\n",
" freqs = ft_freqs[idx_single_max]\n",
" angles = np.angle(fft[idx_single_max])\n",
" \n",
" if keep_single_max_phase:\n",
" retrieved_phases[i] = angles\n",
" \n",
" l = axes[0].plot(freqs, angles, '1', label=r'$\\Delta N = {}$'.format(N_delta))\n",
" \n",
" axes[1].plot(N_delta/required_N_samples, angles, '1', color=l[0].get_color())\n",
"\n",
" if continue_on_single_max:\n",
" continue\n",
" \n",
" freqs = ft_freqs[idx_max]\n",
" angles = np.angle(fft[idx_max])\n",
"\n",
" # fold angles down for higher submax frequencies\n",
" if unfold_phases:\n",
" folds = 0\n",
" for j in range(len(freqs) - 1):\n",
" if freqs[j] < freqs[j+1] and angles[j] < angles[j+1]:\n",
" folds += 1\n",
" angles[j+1] += - 2*np.pi*folds\n",
"\n",
" if False:\n",
" print(freqs[j], freqs[j+1], \"\\t|\", folds, \"\\t|\", angles[j], angles[j+1])\n",
"\n",
"\n",
"\n",
" # plot frequencies and angles\n",
" axes[0].plot(freqs, angles, '--', alpha=0.5, label=r'$\\Delta N = {}$'.format(N_delta))\n",
" sc = axes[0].scatter(freqs, angles, c=np.arange(len(freqs),0, -1), cmap='Spectral')\n",
" \n",
" # find interpolation between peaks to get the original phase\n",
" dphi_df = (angles[0]-angles[1])/(freqs[0]-freqs[1])\n",
" offset = angles[1] - dphi_df * freqs[1]\n",
" \n",
" angle_at_f = dphi_df * f + offset\n",
"\n",
" # modulo phase\n",
" if not unfold_phases:\n",
" angle_at_f = phase_modulo(angle_at_f)\n",
" \n",
" retrieved_phases[i] = angle_at_f\n",
" axes[0].plot(f, angle_at_f, 'g^')\n",
" \n",
" # Try to fix the midpoints of each line\n",
" if False:\n",
" freq_midpoint = (freqs[0]-freqs[1])/2 + freqs[1]\n",
" angle_midpoint = (angles[0]-angles[1])/2 + angles[1]\n",
" interp_angle_midpoint = dphi_df*freq_midpoint + offset\n",
" \n",
" # modulo phase\n",
" if not unfold_phases:\n",
" angle_midpoint = phase_modulo(angle_midpoint)\n",
" interp_angle_midpoint = phase_modulo(interp_angle_midpoint)\n",
" \n",
" l = axes[0].plot(freq_midpoint, angle_midpoint, '+')\n",
" axes[0].plot(freq_midpoint, interp_angle_midpoint, 'x', color=l[0].get_color())\n",
" \n",
" \n",
"# plot retrieved phases\n",
"axes[1].plot(N_deltas/required_N_samples, phase_modulo(retrieved_phases), '.--')\n",
"\n",
"cbar = fig.colorbar(sc, ax=axes[0])\n",
"cbar.ax.set_ylabel(\"Power ordering\")\n",
"cbar.set_ticks([sc.colorbar.vmin, sc.colorbar.vmax])\n",
"\n",
"\n",
"## horizontal lines\n",
"hlines = [\n",
" (0, None),\n",
" (-np.pi/2, r'$\\frac{-\\pi}{2}$'),\n",
"]\n",
"\n",
"ytrans = axes[0].get_yaxis_transform()\n",
"for location, label in hlines:\n",
" axes[0].axhline(location, alpha=0.1, color='k')\n",
" axes[0].text(-0.06, location, label, transform=ytrans, verticalalignment='center')\n",
" \n",
"axes[0].plot(f, phase_to_retrieve, 'r*')\n",
"axes[0].set_xlabel(\"$f$\")\n",
"axes[0].set_ylabel(r\"$\\varphi_f$\")\n",
"axes[0].axvline(f, alpha=0.1)\n",
"\n",
"\n",
"\n",
"axes[1].set_xlabel(r\"$\\Delta N / N_\\mathrm{required}$\")\n",
"axes[1].set_ylabel(r\"$\\varphi_f$\")\n",
"axes[1].axhline(phase_to_retrieve, alpha=0.1, color='r')\n",
"\n",
"# zooming\n",
"if True:\n",
" x_res = 100\n",
" y_min = -2\n",
" y_max = 0.5\n",
" \n",
" if True:\n",
" x_res = 0.3\n",
" y_min = phase_to_retrieve - 0.1\n",
" y_max = phase_to_retrieve + 0.1\n",
"\n",
" axes[0].set_xlim(f-x_res, f+x_res)\n",
" axes[0].set_ylim(y_min, y_max)\n",
" \n",
"\n",
"plt.show()"
]
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